This is a very fine observation! Does that mean if the file is opened in PS, then saved in a different format that Finder could recognize, the preview would be possible? Another question: how does the preview information get built-in? Is it some kind of raw format glitch or peculiarity?

Alex
3.1 GHz 13" MacBook Pro 2015, 8 GB RAM, OS 10.11.2, Office 2011, TimeWarner Cable
2.8 GHz Xeon Mac Pro 2010, 16 GB RAM, OS 10.11.2, Office 2011, LAN